Stability of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term (Q554616): Difference between revisions

@@ Property / author @@
+Sumit K. Garg
@@ Property / author: Sumit K. Garg / rank @@
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+L04
@@ Property / Mathematics Subject Classification ID: 65L04 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+L05
@@ Property / Mathematics Subject Classification ID: 65L05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+L20
@@ Property / Mathematics Subject Classification ID: 65L20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M12
@@ Property / Mathematics Subject Classification ID: 65M12 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 65M20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
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@@ Property / zbMATH DE Number @@
+5936106
@@ Property / zbMATH DE Number: 5936106 / rank @@
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@@ Property / zbMATH Keywords @@
+initial-boundary value problems
@@ Property / zbMATH Keywords: initial-boundary value problems / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+convection-diffusion equations
@@ Property / zbMATH Keywords: convection-diffusion equations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+method-of-lines
@@ Property / zbMATH Keywords: method-of-lines / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ADI splitting schemes
@@ Property / zbMATH Keywords: ADI splitting schemes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+von Neumann stability analysis
@@ Property / zbMATH Keywords: von Neumann stability analysis / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2019955971
@@ Property / OpenAlex ID: W2019955971 / rank @@
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@@ Property / arXiv ID @@
+.6528
@@ Property / arXiv ID: 1011.6528 / rank @@
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@@ Property / cites work @@
+An alternating-direction implicit scheme for parabolic equations with mixed derivatives
+Normal rank
@@ Property / cites work @@
+ADI finite difference schemes for option pricing in the Heston model with correlation
+Normal rank
@@ Property / cites work @@
+Stability of ADI schemes applied to convection--diffusion equations with mixed derivative terms
+Normal rank
@@ Property / cites work @@
+Unconditional stability of second-order ADI schemes applied to multi-dimensional diffusion equations with mixed derivative terms
+Normal rank
@@ Property / cites work @@
+Q4421310
@@ Property / cites work: Q4421310 / rank @@
+Normal rank
@@ Property / cites work @@
+Operator splitting methods for pricing American options under stochastic volatility
+Normal rank
@@ Property / cites work @@
+Alternating direction methods for parabolic equations in two space dimensions with a mixed derivative
+Normal rank
@@ Property / cites work @@
+An alternating direction implicit scheme for parabolic equations with mixed derivative and convective terms
+Normal rank
@@ Property / cites work @@
+Q3208026
@@ Property / cites work: Q3208026 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for finance. II: Continuous-time models.
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:554616